hpfilter: HP filter
In sectorgap: Consistent Economic Trend Cycle Decomposition
hpfilter R Documentation
HP filter
Description
Applies the Hodrick Prescott Filter.
Usage
hpfilter(x, lambda)
Arguments
x
A univariate time series object.
lambda
The smoothing parameter.
Value
A univariate time series object containing the trend of the original time series.
sectorgap documentation built on May 29, 2024, 10:56 a.m.
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| hpfilter | R Documentation |
HP filter
Description
Applies the Hodrick Prescott Filter.
Usage
hpfilter(x, lambda)
Arguments
x |
A univariate time series object. |
lambda |
The smoothing parameter. |
Value
A univariate time series object containing the trend of the original time series.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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